A Multifaceted Analysis of Probabilistic Three-way Decisions

In situations where available information or evidence is incomplete or uncertain, probabilistic two-way decisions/classifications with a single threshold on probabilities for making either an acceptance or a rejection decision may be inappropriate. With the introduction of a third non-commitment option, probabilistic three-way decisions use a pair of thresholds and provide an effective and practical decision-making strategy. This paper presents a multifaceted analysis of probabilistic three-way decisions. By identifying an inadequacy of two-way decisions with respect to controlling the levels of various decision errors, we examine the motivations and advantages of three-way decisions. We present a general framework for computing the required thresholds of a three-way decision model as an optimization problem. We investigate two special cases, one is a decision-theoretic rough set model and the other is an information-theoretic rough set model. Finally, we propose a heuristic algorithm for finding the required thresholds.